ICE Russell 2000 Mini Future June 2012
| Trading Metrics calculated at close of trading on 03-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
812.6 |
815.8 |
3.2 |
0.4% |
799.4 |
| High |
817.3 |
818.5 |
1.2 |
0.1% |
824.7 |
| Low |
804.5 |
800.7 |
-3.8 |
-0.5% |
781.7 |
| Close |
815.1 |
804.2 |
-10.9 |
-1.3% |
823.8 |
| Range |
12.8 |
17.8 |
5.0 |
39.1% |
43.0 |
| ATR |
15.0 |
15.2 |
0.2 |
1.3% |
0.0 |
| Volume |
117,789 |
134,186 |
16,397 |
13.9% |
629,904 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
861.3 |
850.5 |
814.0 |
|
| R3 |
843.5 |
832.8 |
809.0 |
|
| R2 |
825.5 |
825.5 |
807.5 |
|
| R1 |
815.0 |
815.0 |
805.8 |
811.3 |
| PP |
807.8 |
807.8 |
807.8 |
806.0 |
| S1 |
797.0 |
797.0 |
802.5 |
793.5 |
| S2 |
790.0 |
790.0 |
801.0 |
|
| S3 |
772.3 |
779.3 |
799.3 |
|
| S4 |
754.5 |
761.5 |
794.5 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939.0 |
924.5 |
847.5 |
|
| R3 |
896.0 |
881.5 |
835.5 |
|
| R2 |
853.0 |
853.0 |
831.8 |
|
| R1 |
838.5 |
838.5 |
827.8 |
845.8 |
| PP |
810.0 |
810.0 |
810.0 |
813.8 |
| S1 |
795.5 |
795.5 |
819.8 |
802.8 |
| S2 |
767.0 |
767.0 |
816.0 |
|
| S3 |
724.0 |
752.5 |
812.0 |
|
| S4 |
681.0 |
709.5 |
800.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
829.0 |
800.7 |
28.3 |
3.5% |
15.5 |
1.9% |
12% |
False |
True |
119,058 |
| 10 |
829.0 |
781.7 |
47.3 |
5.9% |
15.0 |
1.9% |
48% |
False |
False |
122,237 |
| 20 |
829.0 |
780.0 |
49.0 |
6.1% |
15.0 |
1.9% |
49% |
False |
False |
134,198 |
| 40 |
850.6 |
780.0 |
70.6 |
8.8% |
14.5 |
1.8% |
34% |
False |
False |
136,797 |
| 60 |
850.6 |
780.0 |
70.6 |
8.8% |
13.3 |
1.7% |
34% |
False |
False |
91,726 |
| 80 |
850.6 |
758.0 |
92.6 |
11.5% |
11.0 |
1.4% |
50% |
False |
False |
68,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
894.3 |
|
2.618 |
865.0 |
|
1.618 |
847.3 |
|
1.000 |
836.3 |
|
0.618 |
829.5 |
|
HIGH |
818.5 |
|
0.618 |
811.8 |
|
0.500 |
809.5 |
|
0.382 |
807.5 |
|
LOW |
800.8 |
|
0.618 |
789.8 |
|
1.000 |
783.0 |
|
1.618 |
772.0 |
|
2.618 |
754.0 |
|
4.250 |
725.0 |
|
|
| Fisher Pivots for day following 03-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
809.5 |
814.8 |
| PP |
807.8 |
811.3 |
| S1 |
806.0 |
807.8 |
|